Chernoff-type bound for finite Markov chains
نویسندگان
چکیده
منابع مشابه
Chernoff-Hoeffding Bounds for Markov Chains: Generalized and Simplified
We prove the first Chernoff-Hoeffding bounds for general (nonreversible) finite-state Markov chains based on the standard L1 (variation distance) mixing-time of the chain. Specifically, consider an ergodic Markov chain M and a weight functionf : [n] → [0, 1] on the state space [n] of M with mean μ , Ev←π[f(v)], where π is the stationary distribution of M . A t-step random walk (v1, . . . , vt) ...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1998
ISSN: 1050-5164
DOI: 10.1214/aoap/1028903453